+18.8%
BX vs O
+12.6%
+6.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -2.6% |
| 7D | -5.7% | -2.3% | -3.4% | -4.2% |
| 30D | -8.9% | -2.4% | -6.4% | -7.3% |
| 3M | +8.4% | -0.6% | +9.0% | +8.5% |
| 6M | +18.9% | -5.0% | +23.9% | +22.5% |
| YTD | -13.6% | +10.4% | -24.0% | -20.8% |
| 1Y | -22.4% | +6.6% | -29.0% | -27.1% |
| 3Y | +26.0% | +28.4% | -2.4% | -1.7% |
| 5Y | +18.8% | +15.3% | +3.5% | +5.9% |
| All | +18.8% | +12.6% | +6.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded O wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling